A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS

2021 ◽  
pp. 1-43
Author(s):  
Dilan SriDaran ◽  
Michael Sherris ◽  
Andrés M. Villegas ◽  
Jonathan Ziveyi
Keyword(s):  
Simulated Data ◽  
Data Sets ◽  
Learning Tools ◽  
Limited Data ◽  
Trade Off ◽  
Human Mortality ◽  
Future Evolution ◽  
Mortality Projection ◽  
Mortality Models ◽  
User Friendly

Abstract Given the rapid reductions in human mortality observed over recent decades and the uncertainty associated with their future evolution, there have been a large number of mortality projection models proposed by actuaries and demographers in recent years. Many of these, however, suffer from being overly complex, thereby producing spurious forecasts, particularly over long horizons and for small, noisy data sets. In this paper, we exploit statistical learning tools, namely group regularisation and cross-validation, to provide a robust framework to construct discrete-time mortality models by automatically selecting the most appropriate functions to best describe and forecast particular data sets. Most importantly, this approach produces bespoke models using a trade-off between complexity (to draw as much insight as possible from limited data sets) and parsimony (to prevent over-fitting to noise), with this trade-off designed to have specific regard to the forecasting horizon of interest. This is illustrated using both empirical data from the Human Mortality Database and simulated data, using code that has been made available within a user-friendly open-source R package StMoMo.

Mean reversion in corporate leverage: evidence from India

2019 ◽  
Vol 45 (9) ◽  
pp. 1183-1198
Author(s):  
Gaurav S. Chauhan ◽  
Pradip Banerjee
Keyword(s):  
Capital Structure ◽  
Emerging Market ◽  
Simulated Data ◽  
Mean Reversion ◽  
Developed Countries ◽  
Data Sets ◽  
Debt Ratio ◽  
Testing Strategy ◽  
Content Type ◽  
Financing Behavior

Purpose Recent papers on target capital structure show that debt ratio seems to vary widely in space and time, implying that the functional specifications of target debt ratios are of little empirical use. Further, target behavior cannot be adjudged correctly using debt ratios, as they could revert due to mechanical reasons. The purpose of this paper is to develop an alternative testing strategy to test the target capital structure. Design/methodology/approach The authors make use of a major “shock” to the debt ratios as an event and think of a subsequent reversion as a movement toward a mean or target debt ratio. By doing this, the authors no longer need to identify target debt ratios as a function of firm-specific variables or any other rigid functional form. Findings Similar to the broad empirical evidence in developed economies, there is no perceptible and systematic mean reversion by Indian firms. However, unlike developed countries, proportionate usage of debt to finance firms’ marginal financing deficits is extensive; equity is used rather sparingly. Research limitations/implications The trade-off theory could be convincingly refuted at least for the emerging market of India. The paper here stimulated further research on finding reasons for specific financing behavior of emerging market firms. Practical implications The results show that the firms’ financing choices are not only depending on their own firm’s specific variables but also on the financial markets in which they operate. Originality/value This study attempts to assess mean reversion in debt ratios in a unique but reassuring manner. The results are confirmed by extensive calibration of the testing strategy using simulated data sets.

scholarly journals Trade-off Predictivity and Explainability for Machine-Learning Powered Predictive Toxicology: An in-Depth Investigation with Tox21 Data Sets

2021 ◽  
Vol 34 (2) ◽  
pp. 541-549 ◽  
Author(s):  
Leihong Wu ◽  
Ruili Huang ◽  
Igor V. Tetko ◽  
Zhonghua Xia ◽  
Joshua Xu ◽  
...  
Keyword(s):  
Machine Learning ◽  
Data Sets ◽  
Predictive Toxicology ◽  
Trade Off

scholarly journals ECMO Therapy in Acute Chest Syndrome for Patients with Sickle Cell Disease: a Case Report and Literature Review

2021 ◽  
Author(s):  
Soi Avgeridou ◽  
Ilija Djordjevic ◽  
Anton Sabashnikov ◽  
Kaveh Eghbalzadeh ◽  
Laura Suhr ◽  
...  
Keyword(s):  
Sickle Cell Disease ◽  
Sickle Cell ◽  
Scientific Data ◽  
Acute Chest Syndrome ◽  
Data Sets ◽  
Limited Data ◽  
Cell Disease ◽  
Life Saving ◽  
Institutional Experience ◽  
Ecmo Therapy

AbstractExtracorporeal membrane oxygenation (ECMO) plays an important role as a life-saving tool for patients with therapy-refractory cardio-respiratory failure. Especially, for rare and infrequent indications, scientific data is scarce. The conducted paper focuses primarily on our institutional experience with a 19-year-old patient suffering an acute chest syndrome, a pathognomonic pulmonary condition presented by patients with sickle cell disease. After implementation of awake ECMO therapy, the patient was successfully weaned off support and discharged home 22 days after initiation of the extracorporeal circulation. In addition to limited data and current literature, further and larger data sets are necessary to determine the outcome after ECMO therapy for this rare indication.

scholarly journals Spectral Convolution Feature-Based SPD Matrix Representation for Signal Detection Using a Deep Neural Network

Entropy ◽  
2020 ◽  
Vol 22 (9) ◽  
pp. 949
Author(s):  
Jiangyi Wang ◽  
Min Liu ◽  
Xinwu Zeng ◽  
Xiaoqiang Hua
Keyword(s):  
Neural Network ◽  
Signal Detection ◽  
Convolutional Neural Network ◽  
Deep Neural Network ◽  
Detection Method ◽  
Learning Algorithm ◽  
Simulated Data ◽  
Data Sets ◽  
Feature Maps ◽  
Simulated Data Sets

Convolutional neural networks have powerful performances in many visual tasks because of their hierarchical structures and powerful feature extraction capabilities. SPD (symmetric positive definition) matrix is paid attention to in visual classification, because it has excellent ability to learn proper statistical representation and distinguish samples with different information. In this paper, a deep neural network signal detection method based on spectral convolution features is proposed. In this method, local features extracted from convolutional neural network are used to construct the SPD matrix, and a deep learning algorithm for the SPD matrix is used to detect target signals. Feature maps extracted by two kinds of convolutional neural network models are applied in this study. Based on this method, signal detection has become a binary classification problem of signals in samples. In order to prove the availability and superiority of this method, simulated and semi-physical simulated data sets are used. The results show that, under low SCR (signal-to-clutter ratio), compared with the spectral signal detection method based on the deep neural network, this method can obtain a gain of 0.5–2 dB on simulated data sets and semi-physical simulated data sets.

Applied plant science experimental design and statistical analysis using the SAS® OnDemand for Academics

2021 ◽  
Keyword(s):  
Statistical Analysis ◽  
Agricultural Production ◽  
Science Research ◽  
Plant Science ◽  
Data Sets ◽  
Statistical Analysis System ◽  
Key Topics ◽  
Analysis System ◽  
User Friendly ◽  
Enormous Number

Abstract The correct design, analysis and interpretation of plant science experiments is imperative for continued improvements in agricultural production worldwide. The enormous number of design and analysis options available for correctly implementing, analyzing and interpreting research can be overwhelming. Statistical Analysis System (SAS®) is the most widely used statistical software in the world and SAS® OnDemand for Academics is now freely available for academic insttutions. This is a user-friendly guide to statistics using SAS® OnDemand for Academics, ideal for facilitating the design and analysis of plant science experiments. It presents the most frequently used statistical methods in an easy-to-follow and non-intimidating fashion, and teaches the appropriate use of SAS® within the context of plant science research. This book contains 21 chapters that covers experimental designs and data analysis protocols; is presented as a how-to guide with many examples; includes freely downloadable data sets; and examines key topics such as ANOVA, mean separation, non-parametric analysis and linear regression.

scholarly journals Variational inference using approximate likelihood under the coalescent with recombination

2021 ◽  
pp. gr.273631.120
Author(s):  
Xinhao Liu ◽  
Huw A Ogilvie ◽  
Luay Nakhleh
Keyword(s):  
Simulated Data ◽  
Variational Inference ◽  
Divide And Conquer ◽  
Data Sets ◽  
Transition Rates ◽  
Data Set ◽  
Population Sizes ◽  
Novel Method ◽  
Approximate Likelihood ◽  
Promising Avenue

Coalescent methods are proven and powerful tools for population genetics, phylogenetics, epidemiology, and other fields. A promising avenue for the analysis of large genomic alignments, which are increasingly common, are coalescent hidden Markov model (coalHMM) methods, but these methods have lacked general usability and flexibility. We introduce a novel method for automatically learning a coalHMM and inferring the posterior distributions of evolutionary parameters using black-box variational inference, with the transition rates between local genealogies derived empirically by simulation. This derivation enables our method to work directly with three or four taxa and through a divide-and-conquer approach with more taxa. Using a simulated data set resembling a human-chimp-gorilla scenario, we show that our method has comparable or better accuracy to previous coalHMM methods. Both species divergence times and population sizes were accurately inferred. The method also infers local genealogies and we report on their accuracy. Furthermore, we discuss a potential direction for scaling the method to larger data sets through a divide-and-conquer approach. This accuracy means our method is useful now, and by deriving transition rates by simulation it is flexible enough to enable future implementations of all kinds of population models.

scholarly journals Benchmarking Statistical Multiple Sequence Alignment

2018 ◽  
Author(s):  
Michael Nute ◽  
Ehsan Saleh ◽  
Tandy Warnow
Keyword(s):  
Sequence Alignment ◽  
Multiple Sequence Alignment ◽  
Structural Alignment ◽  
Estimation Method ◽  
Simulated Data ◽  
Protein Sequences ◽  
Data Sets ◽  
Sequence Alignments ◽  
Multiple Sequence ◽  
Simulated Data Sets

AbstractThe estimation of multiple sequence alignments of protein sequences is a basic step in many bioinformatics pipelines, including protein structure prediction, protein family identification, and phylogeny estimation. Statistical co-estimation of alignments and trees under stochastic models of sequence evolution has long been considered the most rigorous technique for estimating alignments and trees, but little is known about the accuracy of such methods on biological benchmarks. We report the results of an extensive study evaluating the most popular protein alignment methods as well as the statistical co-estimation method BAli-Phy on 1192 protein data sets from established benchmarks as well as on 120 simulated data sets. Our study (which used more than 230 CPU years for the BAli-Phy analyses alone) shows that BAli-Phy is dramatically more accurate than the other alignment methods on the simulated data sets, but is among the least accurate on the biological benchmarks. There are several potential causes for this discordance, including model misspecification, errors in the reference alignments, and conflicts between structural alignment and evolutionary alignments; future research is needed to understand the most likely explanation for our observations. multiple sequence alignment, BAli-Phy, protein sequences, structural alignment, homology

scholarly journals Limits and Convergence properties of the Sequentially Markovian Coalescent

2020 ◽  
Author(s):  
Thibaut Sellinger ◽  
Diala Abu Awad ◽  
Aurélien Tellier
Keyword(s):  
Sequence Data ◽  
Demographic History ◽  
Simulated Data ◽  
Simultaneous Estimation ◽  
Data Sets ◽  
Performance Limits ◽  
Biological Variables ◽  
Convergence Proofs ◽  
New Interpretation ◽  
Population Demographic

AbstractMany methods based on the Sequentially Markovian Coalescent (SMC) have been and are being developed. These methods make use of genome sequence data to uncover population demographic history. More recently, new methods have extended the original theoretical framework, allowing the simultaneous estimation of the demographic history and other biological variables. These methods can be applied to many different species, under different model assumptions, in hopes of unlocking the population/species evolutionary history. Although convergence proofs in particular cases have been given using simulated data, a clear outline of the performance limits of these methods is lacking. We here explore the limits of this methodology, as well as present a tool that can be used to help users quantify what information can be confidently retrieved from given datasets. In addition, we study the consequences for inference accuracy violating the hypotheses and the assumptions of SMC approaches, such as the presence of transposable elements, variable recombination and mutation rates along the sequence and SNP call errors. We also provide a new interpretation of the SMC through the use of the estimated transition matrix and offer recommendations for the most efficient use of these methods under budget constraints, notably through the building of data sets that would be better adapted for the biological question at hand.

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